IMPLEMENTASI MARKOV CHAIN MONTE CARLO PADA PENDUGAAN HYPERPARAMETER REGRESI PROSES GAUSSIAN
| Main Authors: | Mukid, Moch. Abdul, Sugito, Sugito |
|---|---|
| Format: | Article PeerReviewed application/pdf |
| Terbitan: |
Program Studi Statistika FMIPA Undip
, 2011
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| Subjects: | |
| Online Access: |
http://eprints.undip.ac.id/32825/1/artikel_mukid.pdf http://eprints.undip.ac.id/32825/ |
Daftar Isi:
- This paper studies the implementation of Markov Chain Monte Carlo on estimating the hyperparameter of Gaussian process. Metropolish-Hasting (MH) algorithm is used to generate the random samples from the posterior distribution that can not be generated by a direct simulation method. This algorithm require only a proposal distribution for generating a candidate point. In this paper uniform distribution is choosen as the proposal distribution.